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The REG Procedure

Example 55.5: Creating a Cp Plot

The Cp statistics for model selection are plotted against the number of parameters in the model, and the CHOCKING= and CMALLOWS= options draw useful reference lines. Note the four default statistics in the plot margin, the default model equation, and the default legend in Output 55.5.1.

   title 'Cp Plot with Reference Lines';
   symbol1 c=green;
   proc reg data=fitness;
      model Oxygen=Age Weight RunTime RunPulse RestPulse MaxPulse
            / selection=rsquare noprint;
      plot cp.*np.
           / chocking=red  cmallows=blue
             vaxis=0 to 15 by 5 cframe=ligr;
   run;

Output 55.5.1: C p Plot
regx1f.gif (4895 bytes)

Using the criteria suggested by Hocking (1976) (see the section "Dictionary of PLOT Statement Options"), Output 55.5.1 indicates that a 6-variable model is a reasonable choice for doing parameter estimation, while a 5-variable model may be suitable for doing prediction.

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